| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 58.07% | 26.3% |
| Max Drawdown | -31.98% | -93.49% |
| Sharpe | 0.31 | 0.29 |
| Sortino | 0.46 | 0.43 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 64.16 | 2.89 |
| Outlier Loss Ratio | 2.86 | 2.5 |
| Volatility (ann.) | 14.67% | 51.42% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.46 | 0.08 |
| Skew | 2.61 | 0.43 |
| Kurtosis | 118.99 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.12% | 0.57% |
| Expected Yearly % | 12.13% | 6.01% |
| Kelly Criterion | 4.01% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.39% |
| Expected Shortfall (cVaR) | -1.25% | -4.39% |
| Year | 12340046:SOLUSD | 12340046:solusd:triple_med_gx:zlema85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | -19.06 | 0.21 | + |
| 2023 | 921.46 | 38.86 | 0.04 | - |
| 2024 | 85.41 | 12.00 | 0.14 | - |
| 2025 | -8.86 | 25.57 | -2.89 | + |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| MTD | 17.2% | 16.63% |
| 3M | 2.05% | 19.37% |
| 6M | 14.75% | -25.37% |
| YTD | 25.57% | -8.86% |
| 1Y | 24.23% | 2.09% |
| 3Y (ann.) | 24.16% | 57.2% |
| 5Y (ann.) | 14.62% | 7.21% |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Max Drawdown | -31.98% | -93.49% |
| Longest DD Days | 634.0 | 776.0 |
| Avg. Drawdown | -5.82% | -16.64% |
| Avg. Drawdown Days | 57.0 | 71.0 |
| Recovery Factor | 1.82 | 0.28 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-20 | 2023-10-17 | -31.98 | 634 |
| 2025-02-01 | 2025-05-29 | -28.11 | 116 |
| 2024-08-02 | 2024-11-06 | -13.63 | 95 |
| 2024-11-09 | 2025-01-16 | -10.15 | 68 |
| 2024-01-05 | 2024-03-30 | -8.85 | 85 |
| 2023-11-25 | 2023-12-20 | -4.07 | 24 |
| 2024-06-01 | 2024-07-14 | -3.03 | 42 |
| 2023-10-17 | 2023-11-25 | -2.96 | 38 |
| 2024-03-30 | 2024-05-03 | -2.26 | 34 |
| 2023-11-25 | 2023-11-25 | -1.80 | 0 |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 21.07% | 43.67% |
| Worst Week | -13.61% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -17.07% | -56.44% |
| Best Year | 38.86% | 921.46% |
| Worst Year | -19.06% | -92.68% |
| Avg. Up Day | 2.04% | 2.07% |
| Avg. Down Day | -1.69% | -1.88% |
| Avg. Up Week | 8.62% | 14.94% |
| Avg. Down Week | -4.43% | -7.31% |
| Avg. Up Month | 9.38% | 39.04% |
| Avg. Down Month | -6.95% | -19.82% |
| Win Days % | 47.5% | 50.15% |
| Win Month % | 54.55% | 51.22% |
| Win Week % | 47.27% | 45.81% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |